+43.6%
CVE vs TDY
-11.1%
+54.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.2% |
| 7D | +2.5% | -1.8% | +4.3% | +2.2% |
| 30D | +16.7% | -10.7% | +27.4% | +14.5% |
| 3M | +9.3% | -1.3% | +10.6% | +8.8% |
| 6M | +43.6% | -10.6% | +54.2% | +40.3% |
| All | +43.6% | -11.1% | +54.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling